Option pricing for a logstable asset price model (Q1596871): Difference between revisions

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+Simon R. Hurst
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+Eckhard Platen
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@@ Property / author @@
+Svetlozar T. Rachev
@@ Property / author: Svetlozar T. Rachev / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Q4301585
@@ Property / cites work: Q4301585 / rank @@
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@@ Property / cites work @@
+Q3229718
@@ Property / cites work: Q3229718 / rank @@
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@@ Property / cites work @@
+Q5512461
@@ Property / cites work: Q5512461 / rank @@
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+On Feedback Effects from Hedging Derivatives
@@ Property / cites work: On Feedback Effects from Hedging Derivatives / rank @@
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@@ Property / cites work @@
+Q5287558
@@ Property / cites work: Q5287558 / rank @@
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+Simple consistent estimators of stable distribution parameters
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